+4,100.0%
CMG vs FIX
+18,899.1%
-14,799.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.1% |
| 7D | -2.8% | +6.0% | -8.8% | -4.2% |
| 30D | +7.1% | -7.2% | +14.4% | +8.8% |
| 3M | +31.2% | -15.9% | +47.0% | +34.7% |
| 6M | +0.7% | +12.7% | -12.1% | -5.0% |
| YTD | -0.1% | +72.8% | -72.9% | -16.2% |
| 1Y | -10.7% | +122.9% | -133.6% | -30.8% |
| 3Y | -4.7% | +774.3% | -779.0% | -52.3% |
| 5Y | -3.8% | +2,049.5% | -2,053.2% | -63.1% |
| 10Y | +352.5% | +5,821.5% | -5,469.0% | +17.8% |
| All | +4,100.0% | +18,899.1% | -14,799.1% | +576.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling